You can configure Windows Live Mail to directly delete junk mails without moving them to the Junk folder (note that: you may loose some emails in the process- all depends on how you have configured your filtes)
- Click on File > Options >Safety options
- In the new window that pops up, click on the "Options" tab.
- Check the box "Permanently delete suspected junk email instead of moving it to the Junk Email folder"
- Validate with the Ok button.